A simulation-based algorithm for optimal pricing policy under demand uncertainty

We propose a simulation-based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high-dimensional parameters, it uses the efficient smoothed functional gradient estimator.

A shortest path tree based algorithm for relay placement in a wireless sensor network and its performance analysis

In this paper, we study a problem of designing a multi-hop wireless network for interconnecting sensors (hereafter called source nodes) to a Base Station (BS), by deploying a minimum number of relay nodes at a subset of given potential locations, while meeting a quality of service (QoS) objective specified as a hop count bound for paths from the sources to the BS. The hop count bound suffices to ensure a certain probability of the data being delivered to the BS within a given maximum delay under a light traffic model. We observe that the problem is NP-Hard. For this problem, we propose a polynomial time approximation algorithm based on iteratively constructing shortest path trees and heuristically pruning away the relay nodes used until the hop count bound is violated. Results show that the algorithm performs efficiently in various randomly generated network scenarios; in over 90% of the tested scenarios, it gave solutions that were either optimal or were worse than optimal by just one relay. We then use random graph techniques to obtain, under a certain stochastic setting, an upper bound on the average case approximation ratio of a class of algorithms (including the proposed algorithm) for this problem as a function of the number of source nodes, and the hop count bound. To the best of our knowledge, the average case analysis is the first of its kind in the relay placement literature. Since the design is based on a light traffic model, we also provide simulation results (using models for the IEEE 802.15.4 physical layer and medium access control) to assess the traffic levels up to which the QoS objectives continue to be met. (C) 2014 Elsevier B.V. All rights reserved.

Subexponential Algorithm for d-Cluster Edge Deletion: Exception or Rule?

The correlation clustering problem is a fundamental problem in both theory and practice, and it involves identifying clusters of objects in a data set based on their similarity. A traditional modeling of this question as a graph theoretic problem involves associating vertices with data points and indicating similarity by adjacency. Clusters then correspond to cliques in the graph. The resulting optimization problem, Cluster Editing (and several variants) are very well-studied algorithmically. In many situations, however, translating clusters to cliques can be somewhat restrictive. A more flexible notion would be that of a structure where the vertices are mutually ``not too far apart'', without necessarily being adjacent. One such generalization is realized by structures called s-clubs, which are graphs of diameter at most s. In this work, we study the question of finding a set of at most k edges whose removal leaves us with a graph whose components are s-clubs. Recently, it has been shown that unless Exponential Time Hypothesis fail (ETH) fails Cluster Editing (whose components are 1-clubs) does not admit sub-exponential time algorithm STACS, 2013]. That is, there is no algorithm solving the problem in time 2 degrees((k))n(O(1)). However, surprisingly they show that when the number of cliques in the output graph is restricted to d, then the problem can be solved in time O(2(O(root dk)) + m + n). We show that this sub-exponential time algorithm for the fixed number of cliques is rather an exception than a rule. Our first result shows that assuming the ETH, there is no algorithm solving the s-Club Cluster Edge Deletion problem in time 2 degrees((k))n(O(1)). We show, further, that even the problem of deleting edges to obtain a graph with d s-clubs cannot be solved in time 2 degrees((k))n(O)(1) for any fixed s, d >= 2. This is a radical contrast from the situation established for cliques, where sub-exponential algorithms are known.

VIRTUAL VIEW SYNTHESIS BY NON-LOCAL MEANS FILTERING USING TEMPORAL DATA

A novel algorithm for Virtual View Synthesis based on Non-Local Means Filtering is presented in this paper. Apart from using the video frames from the nearby cameras and the corresponding per-pixel depth map, this algorithm also makes use of the previously synthesized frame. Simple and efficient, the algorithm can synthesize video at any given virtual viewpoint at a faster rate. In the process, the quality of the synthesized frame is not compromised. Experimental results prove the above mentioned claim. The subjective and objective quality of the synthesized frames are comparable to the existing algorithms.

A Distributed TDMA Slot Scheduling Algorithm for Spatially Correlated Contention in WSNs

In WSNs the communication traffic is often time and space correlated, where multiple nodes in a proximity start transmitting simultaneously. Such a situation is known as spatially correlated contention. The random access method to resolve such contention suffers from high collision rate, whereas the traditional distributed TDMA scheduling techniques primarily try to improve the network capacity by reducing the schedule length. Usually, the situation of spatially correlated contention persists only for a short duration, and therefore generating an optimal or suboptimal schedule is not very useful. Additionally, if an algorithm takes very long time to schedule, it will not only introduce additional delay in the data transfer but also consume more energy. In this paper, we present a distributed TDMA slot scheduling (DTSS) algorithm, which considerably reduces the time required to perform scheduling, while restricting the schedule length to the maximum degree of interference graph. The DTSS algorithm supports unicast, multicast, and broadcast scheduling, simultaneously without any modification in the protocol. We have analyzed the protocol for average case performance and also simulated it using Castalia simulator to evaluate its runtime performance. Both analytical and simulation results show that our protocol is able to considerably reduce the time required for scheduling.

Association Rule Sharing Model for Privacy Preservation and Collaborative Data Mining Efficiency

The disclosure of information and its misuse in Privacy Preserving Data Mining (PPDM) systems is a concern to the parties involved. In PPDM systems data is available amongst multiple parties collaborating to achieve cumulative mining accuracy. The vertically partitioned data available with the parties involved cannot provide accurate mining results when compared to the collaborative mining results. To overcome the privacy issue in data disclosure this paper describes a Key Distribution-Less Privacy Preserving Data Mining (KDLPPDM) system in which the publication of local association rules generated by the parties is published. The association rules are securely combined to form the combined rule set using the Commutative RSA algorithm. The combined rule sets established are used to classify or mine the data. The results discussed in this paper compare the accuracy of the rules generated using the C4. 5 based KDLPPDM system and the CS. 0 based KDLPPDM system using receiver operating characteristics curves (ROC).

Maximum likelihood analysis of multi-stress accelerated life test data of series systems with competing log-normal causes of failure

This article presents frequentist inference of accelerated life test data of series systems with independent log-normal component lifetimes. The means of the component log-lifetimes are assumed to depend on the stress variables through a linear stress translation function that can accommodate the standard stress translation functions in the literature. An expectation-maximization algorithm is developed to obtain the maximum likelihood estimates of model parameters. The maximum likelihood estimates are then further refined by bootstrap, which is also used to infer about the component and system reliability metrics at usage stresses. The developed methodology is illustrated by analyzing a real as well as a simulated dataset. A simulation study is also carried out to judge the effectiveness of the bootstrap. It is found that in this model, application of bootstrap results in significant improvement over the simple maximum likelihood estimates.

Action Recognition from Motion Capture Data using Meta-cognitive RBF Network Classifier

Action recognition plays an important role in various applications, including smart homes and personal assistive robotics. In this paper, we propose an algorithm for recognizing human actions using motion capture action data. Motion capture data provides accurate three dimensional positions of joints which constitute the human skeleton. We model the movement of the skeletal joints temporally in order to classify the action. The skeleton in each frame of an action sequence is represented as a 129 dimensional vector, of which each component is a 31) angle made by each joint with a fixed point on the skeleton. Finally, the video is represented as a histogram over a codebook obtained from all action sequences. Along with this, the temporal variance of the skeletal joints is used as additional feature. The actions are classified using Meta-Cognitive Radial Basis Function Network (McRBFN) and its Projection Based Learning (PBL) algorithm. We achieve over 97% recognition accuracy on the widely used Berkeley Multimodal Human Action Database (MHAD).

Retrieval and Multi-scale Validation of Soil Moisture from Multi-temporal SAR Data in a Semi-Arid Tropical Region

The current study presents an algorithm to retrieve surface Soil Moisture (SM) from multi-temporal Synthetic Aperture Radar (SAR) data. The developed algorithm is based on the Cumulative Density Function (CDF) transformation of multi-temporal RADARSAT-2 backscatter coefficient (BC) to obtain relative SM values, and then converts relative SM values into absolute SM values using soil information. The algorithm is tested in a semi-arid tropical region in South India using 30 satellite images of RADARSAT-2, SMOS L2 SM products, and 1262 SM field measurements in 50 plots spanning over 4 years. The validation with the field data showed the ability of the developed algorithm to retrieve SM with RMSE ranging from 0.02 to 0.06 m(3)/m(3) for the majority of plots. Comparison with the SMOS SM showed a good temporal behaviour with RMSE of approximately 0.05 m(3)/m(3) and a correlation coefficient of approximately 0.9. The developed model is compared and found to be better than the change detection and delta index model. The approach does not require calibration of any parameter to obtain relative SM and hence can easily be extended to any region having time series of SAR data available.

Physical Layer Data Fusion Via Distributed Co-Phasing With General Signal Constellations

This paper studies a pilot-assisted physical layer data fusion technique known as Distributed Co-Phasing (DCP). In this two-phase scheme, the sensors first estimate the channel to the fusion center (FC) using pilots sent by the latter; and then they simultaneously transmit their common data by pre-rotating them by the estimated channel phase, thereby achieving physical layer data fusion. First, by analyzing the symmetric mutual information of the system, it is shown that the use of higher order constellations (HOC) can improve the throughput of DCP compared to the binary signaling considered heretofore. Using an HOC in the DCP setting requires the estimation of the composite DCP channel at the FC for data decoding. To this end, two blind algorithms are proposed: 1) power method, and 2) modified K-means algorithm. The latter algorithm is shown to be computationally efficient and converges significantly faster than the conventional K-means algorithm. Analytical expressions for the probability of error are derived, and it is found that even at moderate to low SNRs, the modified K-means algorithm achieves a probability of error comparable to that achievable with a perfect channel estimate at the FC, while requiring no pilot symbols to be transmitted from the sensor nodes. Also, the problem of signal corruption due to imperfect DCP is investigated, and constellation shaping to minimize the probability of signal corruption is proposed and analyzed. The analysis is validated, and the promising performance of DCP for energy-efficient physical layer data fusion is illustrated, using Monte Carlo simulations.

A Split-and-Merge Dictionary Learning Algorithm for Sparse Representation: Application to Image Denoising

In big data image/video analytics, we encounter the problem of learning an over-complete dictionary for sparse representation from a large training dataset, which cannot be processed at once because of storage and computational constraints. To tackle the problem of dictionary learning in such scenarios, we propose an algorithm that exploits the inherent clustered structure of the training data and make use of a divide-and-conquer approach. The fundamental idea behind the algorithm is to partition the training dataset into smaller clusters, and learn local dictionaries for each cluster. Subsequently, the local dictionaries are merged to form a global dictionary. Merging is done by solving another dictionary learning problem on the atoms of the locally trained dictionaries. This algorithm is referred to as the split-and-merge algorithm. We show that the proposed algorithm is efficient in its usage of memory and computational complexity, and performs on par with the standard learning strategy, which operates on the entire data at a time. As an application, we consider the problem of image denoising. We present a comparative analysis of our algorithm with the standard learning techniques that use the entire database at a time, in terms of training and denoising performance. We observe that the split-and-merge algorithm results in a remarkable reduction of training time, without significantly affecting the denoising performance.

A Fast and Fault-Tolerant Distributed Algorithm for Near-Optimal TDMA Scheduling in WSNs

The time division multiple access (TDMA) based channel access mechanisms perform better than the contention based channel access mechanisms, in terms of channel utilization, reliability and power consumption, specially for high data rate applications in wireless sensor networks (WSNs). Most of the existing distributed TDMA scheduling techniques can be classified as either static or dynamic. The primary purpose of static TDMA scheduling algorithms is to improve the channel utilization by generating a schedule of smaller length. But, they usually take longer time to schedule, and hence, are not suitable for WSNs, in which the network topology changes dynamically. On the other hand, dynamic TDMA scheduling algorithms generate a schedule quickly, but they are not efficient in terms of generated schedule length. In this paper, we propose a novel scheme for TDMA scheduling in WSNs, which can generate a compact schedule similar to static scheduling algorithms, while its runtime performance can be matched with those of dynamic scheduling algorithms. Furthermore, the proposed distributed TDMA scheduling algorithm has the capability to trade-off schedule length with the time required to generate the schedule. This would allow the developers of WSNs, to tune the performance, as per the requirement of prevalent WSN applications, and the requirement to perform re-scheduling. Finally, the proposed TDMA scheduling is fault-tolerant to packet loss due to erroneous wireless channel. The algorithm has been simulated using the Castalia simulator to compare its performance with those of others in terms of generated schedule length and the time required to generate the TDMA schedule. Simulation results show that the proposed algorithm generates a compact schedule in a very less time.

A Simple Label Switching Algorithm for Semisupervised Structural SVMs

In structured output learning, obtaining labeled data for real-world applications is usually costly, while unlabeled examples are available in abundance. Semisupervised structured classification deals with a small number of labeled examples and a large number of unlabeled structured data. In this work, we consider semisupervised structural support vector machines with domain constraints. The optimization problem, which in general is not convex, contains the loss terms associated with the labeled and unlabeled examples, along with the domain constraints. We propose a simple optimization approach that alternates between solving a supervised learning problem and a constraint matching problem. Solving the constraint matching problem is difficult for structured prediction, and we propose an efficient and effective label switching method to solve it. The alternating optimization is carried out within a deterministic annealing framework, which helps in effective constraint matching and avoiding poor local minima, which are not very useful. The algorithm is simple and easy to implement. Further, it is suitable for any structured output learning problem where exact inference is available. Experiments on benchmark sequence labeling data sets and a natural language parsing data set show that the proposed approach, though simple, achieves comparable generalization performance.

Evaluation of Precipitation Retrievals From Orbital Data Products of TRMM Over a Subtropical Basin in India

The spatial error structure of daily precipitation derived from the latest version 7 (v7) tropical rainfall measuring mission (TRMM) level 2 data products are studied through comparison with the Asian precipitation highly resolved observational data integration toward evaluation of the water resources (APHRODITE) data over a subtropical region of the Indian subcontinent for the seasonal rainfall over 6 years from June 2002 to September 2007. The data products examined include v7 data from the TRMM radiometer Microwave Imager (TMI) and radar precipitation radar (PR), namely, 2A12, 2A25, and 2B31 (combined data from PR and TMI). The spatial distribution of uncertainty from these data products were quantified based on performance metrics derived from the contingency table. For the seasonal daily precipitation over a subtropical basin in India, the data product of 2A12 showed greater skill in detecting and quantifying the volume of rainfall when compared with the 2A25 and 2B31 data products. Error characterization using various error models revealed that random errors from multiplicative error models were homoscedastic and that they better represented rainfall estimates from 2A12 algorithm. Error decomposition techniques performed to disentangle systematic and random errors verify that the multiplicative error model representing rainfall from 2A12 algorithm successfully estimated a greater percentage of systematic error than 2A25 or 2B31 algorithms. Results verify that although the radiometer derived 2A12 rainfall data is known to suffer from many sources of uncertainties, spatial analysis over the case study region of India testifies that the 2A12 rainfall estimates are in a very good agreement with the reference estimates for the data period considered.

Generalized Partial Response Equalization and Data-Dependent Noise Predictive Signal Detection Over Media Models for TDMR

Two-dimensional magnetic recording (2-D TDMR) is an emerging technology that aims to achieve areal densities as high as 10 Tb/in(2) using sophisticated 2-D signal-processing algorithms. High areal densities are achieved by reducing the size of a bit to the order of the size of magnetic grains, resulting in severe 2-D intersymbol interference (ISI). Jitter noise due to irregular grain positions on the magnetic medium is more pronounced at these areal densities. Therefore, a viable read-channel architecture for TDMR requires 2-D signal-detection algorithms that can mitigate 2-D ISI and combat noise comprising jitter and electronic components. Partial response maximum likelihood (PRML) detection scheme allows controlled ISI as seen by the detector. With the controlled and reduced span of 2-D ISI, the PRML scheme overcomes practical difficulties such as Nyquist rate signaling required for full response 2-D equalization. As in the case of 1-D magnetic recording, jitter noise can be handled using a data-dependent noise-prediction (DDNP) filter bank within a 2-D signal-detection engine. The contributions of this paper are threefold: 1) we empirically study the jitter noise characteristics in TDMR as a function of grain density using a Voronoi-based granular media model; 2) we develop a 2-D DDNP algorithm to handle the media noise seen in TDMR; and 3) we also develop techniques to design 2-D separable and nonseparable targets for generalized partial response equalization for TDMR. This can be used along with a 2-D signal-detection algorithm. The DDNP algorithm is observed to give a 2.5 dB gain in SNR over uncoded data compared with the noise predictive maximum likelihood detection for the same choice of channel model parameters to achieve a channel bit density of 1.3 Tb/in(2) with media grain center-to-center distance of 10 nm. The DDNP algorithm is observed to give similar to 10% gain in areal density near 5 grains/bit. The proposed signal-processing framework can broadly scale to various TDMR realizations and areal density points.